Small noise asymptotics for invariant densities for a class of diffusions: a control theoretic view

DOI10.1016/j.jmaa.2009.06.070zbMath1175.93209arXiv1107.2277MaRDI QIDQ1034567

Anup Biswas, Vivek S. Borkar

Publication date: 6 November 2009

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1107.2277

zbMATH Keywords

Hamilton-Jacobi equation; viscosity solution; diffusions; small noise limit; invariant density

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

93E03: Stochastic systems in control theory (general)

Related Items

Limit behavior of the invariant measure for Langevin dynamics, Asymptotics of the Invariant Measure in Mean Field Models with Jumps, Fluctuation analysis for a class of nonlinear systems with fast periodic sampling and small state-dependent white noise, Large deviation principle for quasi-stationary distributions and multiscale dynamics of absorbed singular diffusions, Exit time and invariant measure asymptotics for small noise constrained diffusions, Controlled equilibrium selection in stochastically perturbed dynamics, Simultaneous small noise limit for singularly perturbed slow-fast coupled diffusions, On the Asymptotic Estimates for Exit Probabilities and Minimum Exit Rates of Diffusion Processes Pertaining to a Chain of Distributed Control Systems

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